Abstract
We propose an algorithm to realize Bayes optimal predictions for feed-forward networks which is based on the Thouless-Anderson-Palmer mean field method developed for the statistical mechanics of disordered systems. We conjecture that our approach will be exact in the thermodynamic limit. The algorithm results in a simple built-in leave-one-out cross validation of the predictions. Simulations for the case of the simple perceptron and the committee machine are in excellent agreement with the results of replica theory.
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